BUG: Unable to use CustomBusinessDays in a MultiIndex · Issue #57949 · pandas-dev/pandas (original) (raw)

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Reproducible Example

import pandas as pd

bus_day = pd.offsets.CustomBusinessDay(holidays=['2023-07-04']) # Mon-Fri except July 4th

dates = pd.date_range('2023-07-03', '2023-07-06', freq=bus_day) df1 = pd.DataFrame({'col1': [300, 500, 600]}, index=dates) print(df1.index.freq.holidays) # Can get freq from dataframe index

mi = pd.MultiIndex.from_product([dates, ('foo','bar')]) df2 = pd.DataFrame({'col1': [300, 301, 500, 501, 600, 601]}, index=mi) print(df2.index.get_level_values(0).freq) # Gives None. Freq lost from dataframe multi-index

periods = pd.period_range('2023-07-03', '2023-07-06', freq=bus_day) # Try PeriodIndex?

Gives: TypeError: CustomBusinessDay cannot be used with Period or PeriodDtype

Issue Description

I can use a CustomBusinessDay frequency in a DatetimeIndex and retrieve the frequency from the .index of a dataframe.

If I use a DatetimeIndex in a MultiIndex, then I lose the freq from the level of the index.

I note the freq does persist in a PeriodIndex within a MultiIndex, but you can't use a CustomBusinessDay in a PeriodIndex as shown.

Expected Behavior

I would like the Datetime level of the MultiIndex to show the orginial freq:
print(df2.index.get_level_values(0).freq) would give <CustomBusinessDay>

Installed Versions

INSTALLED VERSIONS ------------------ commit : a671b5apython : 3.10.13.final.0 python-bits : 64 OS : Linux OS-release : 5.15.145.2-1.cm2 Version : #1 SMP Wed Jan 17 15:39:07 UTC 2024 machine : x86_64 processor : x86_64 byteorder : little LC_ALL : en_US.UTF-8 LANG : en_US.UTF-8 LOCALE : en_US.UTF-8

pandas : 2.1.4
numpy : 1.26.4
pytz : 2024.1
dateutil : 2.9.0.post0
setuptools : 65.5.0
pip : 24.0
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.3
IPython : 8.22.2
pandas_datareader : None
bs4 : 4.12.3
bottleneck : None
dataframe-api-compat: None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
zstandard : None
tzdata : 2024.1
qtpy : None
pyqt5 : None